CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	0.6830	0.6804	-0.0027	-0.4%	0.6856
High	0.6835	0.6808	-0.0028	-0.4%	0.6863
Low	0.6798	0.6772	-0.0026	-0.4%	0.6771
Close	0.6805	0.6788	-0.0017	-0.2%	0.6774
Range	0.0037	0.0036	-0.0002	-4.1%	0.0093
ATR	0.0059	0.0058	-0.0002	-2.9%	0.0000
Volume	172,546	216,147	43,601	25.3%	622,552

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6896	0.6877	0.6807
R3	0.6860	0.6842	0.6797
R2	0.6825	0.6825	0.6794
R1	0.6806	0.6806	0.6791	0.6798
PP	0.6789	0.6789	0.6789	0.6785
S1	0.6771	0.6771	0.6784	0.6762
S2	0.6754	0.6754	0.6781
S3	0.6718	0.6735	0.6778
S4	0.6683	0.6700	0.6768

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7080	0.7019	0.6824
R3	0.6987	0.6927	0.6799
R2	0.6895	0.6895	0.6790
R1	0.6834	0.6834	0.6782	0.6818
PP	0.6802	0.6802	0.6802	0.6794
S1	0.6742	0.6742	0.6765	0.6726
S2	0.6710	0.6710	0.6757
S3	0.6617	0.6649	0.6748
S4	0.6525	0.6557	0.6723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6862	0.6771	0.0091	1.3%	0.0047	0.7%	19%	False	False	181,394
10	0.6940	0.6771	0.0170	2.5%	0.0054	0.8%	10%	False	False	176,860
20	0.6947	0.6771	0.0176	2.6%	0.0053	0.8%	10%	False	False	154,076
40	0.7302	0.6771	0.0531	7.8%	0.0064	0.9%	3%	False	False	156,419
60	0.7359	0.6771	0.0588	8.7%	0.0064	0.9%	3%	False	False	169,439
80	0.7412	0.6771	0.0641	9.4%	0.0064	0.9%	3%	False	False	139,027
100	0.7678	0.6771	0.0907	13.4%	0.0064	0.9%	2%	False	False	111,291
120	0.7904	0.6771	0.1134	16.7%	0.0062	0.9%	1%	False	False	92,758

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6958
2.618	0.6900
1.618	0.6865
1.000	0.6843
0.618	0.6829
HIGH	0.6808
0.618	0.6794
0.500	0.6790
0.382	0.6786
LOW	0.6772
0.618	0.6750
1.000	0.6737
1.618	0.6715
2.618	0.6679
4.250	0.6621

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	0.6790	0.6817
PP	0.6789	0.6807
S1	0.6788	0.6797

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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